Mid-session IV Report April 11, 2025

Mid-session IV Report April 11, 2025

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information

Options with increasing option implied volatility: TMV NVAX TMF MU VTRS NDAQ NEM TBT PBR MSTY MRK MNST USO AGNC NLY STWD MSFT TLT IAU GLD LQD RXRX BITO TMF PBR TXN VALE TLT FXY GLD IEF

Popular stocks volume: SOFI WFC TSM RIVN SNAP XOM X UBER T VZ

Active options: TSLA WMT SMCI SOFI WFC TSM RIVN SNAP XOM X TIGR UBER T RIOT NVDA VZ XYZ TTD WOLF SHOP

Interest rates – gold movement and option IV

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 27; compared to its 52-week range of 11 to 25. Call put ratio 1.1 calls to 1 put with a focus on May options.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 49; compared to its 52-week range of 28 to 50. Call put ratio 2.3 calls to 1 put as gold trades $3251.

Large cap tech option IV movement decreases from weekly high

Apple (AAPL) 30-day option implied volatility is at 54; compared to its 52-week range of 16 to 65. Call put ratio 1.3 calls to 1 put as share price up 1.3%.

NVIDIA (NVDA) 30-day option implied volatility is at 61; compared to its 52-week range of 34 to 89. Call put ratio 1.2 calls to 1 put amid wide price movement.

Microsoft (MSFT) 30-day option implied volatility is at 41; compared to its 52-week range of 16 to 50. Call put ratio 1.6 calls to 1 put amid price movement.

Amazon (AMZN) 30-day option implied volatility is at 64; compared to its 52-week range of 22 to 64. Call put ratio 1.6 calls to 1 put.

Meta Platforms (META) 30-day option implied volatility is at 62; compared to its 52-week range of 25 to 68. Call put ratio 1.3 calls to 1 put.

Alphabet (GOOG) 30-day option implied volatility is at 48; compared to its 52-week range of 21 to 58. Call put ratio 1.35 calls to 1 put as share price up 1.4%.

Arm Holdings (ARM) 30-day option implied volatility is at 87; compared to its 52-week range of 43 to 99. Call put ratio 1 call to 1.2 put.

Broadcom (AVGO) 30-day option implied volatility is at 63; compared to its 52-week range of 34 to 74. Call put ratio 1.5 calls to 1 put as share price up 3.2%.

Tesla (TSLA) 30-day option implied volatility is at 90; compared to its 52-week range of 40 to 105. Call put ratio 1 call to 1 put amid wide price movement.

Netflix (NFLX) 30-day option implied volatility is at 60; compared to its 52-week range of 21 to 71. Call put ratio 1.5 calls to 1 put.

AMD (AMD) 30-day option implied volatility is at 77; compared to its 52-week range of 35 to 88. Call put ratio 1.8 calls to 1 put as share price up 3.6%.

Strategy (MSTR) 30-day option implied volatility is at 98; compared to its 52-week range of 70 to 222. Call put ratio 2.1 calls to 1 put as Bitcoin trades above $82K.

Coinbase (COIN) 30-day option implied volatility is at 86; compared to its 52-week range of 60 to 100. Call put ratio 7.1 calls to 1 put as Bitcoin trades above $81K.

Option IV into quarter results

Goldman Sachs (GS) April call option implied volatility is at 147, May is at 81; compared to its 52-week range of 18 to 66. Call put ratio 2 calls to 1 put with a focus on April 550 calls into the expected release of quarter results before the bell on April 14.

Options with decreasing option implied volatility: NUGT NMAX X RH PLAY STZ TSLY NKE CVS BK JPM UNH IBN
Increasing unusual option volume: HST SDGR YMM WWW BLDE TBCH UDN IEF KMX SGOL
Increasing unusual call option volume: KMX SDGR YMM NG UDN MBOT IAG SGOL FXY DUST RXRX BTG
Increasing unusual put option volume: IEF UUP BILI TBT EQNR DHI FAST AZUL TAL